+309.6%
IVV vs BP
+132.1%
+177.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +0.1% | -6.9% | +7.0% | +1.9% |
| 30D | -3.3% | -3.6% | +0.3% | -2.6% |
| 3M | -2.4% | +8.4% | -10.8% | -5.0% |
| 6M | +2.6% | +5.3% | -2.7% | +0.2% |
| YTD | +11.3% | +33.2% | -21.9% | +0.7% |
| 1Y | +13.4% | +28.2% | -14.7% | +3.7% |
| 3Y | +80.3% | +49.2% | +31.0% | +55.0% |
| 5Y | +72.7% | +102.9% | -30.2% | +31.3% |
| 10Y | +309.6% | +127.7% | +182.0% | +203.0% |
| All | +309.6% | +132.1% | +177.5% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling